+611.2%
WMB vs AKAM
-4.3%
+615.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +0.6% | -2.1% | +2.7% | +0.9% |
| 30D | +3.3% | -13.9% | +17.2% | +5.7% |
| 3M | +3.1% | -33.8% | +36.9% | +9.8% |
| 6M | -0.7% | +2.2% | -2.9% | -3.3% |
| YTD | +25.2% | +20.6% | +4.6% | +17.7% |
| 1Y | +32.9% | +36.3% | -3.5% | +21.9% |
| 3Y | +140.6% | -0.1% | +140.7% | +128.5% |
| 5Y | +273.5% | -7.5% | +281.0% | +255.4% |
| 10Y | +334.2% | +90.2% | +244.0% | +250.6% |
| All | +611.2% | -4.3% | +615.5% | +226.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AKAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling